"how Jesus had come out of the closet"

'Coming out of the closet' is a phrase most frequently used to describe a gay man or woman opening up and telling the truth about their sexuality.

In this context it suggests either that Bruno 'came out' as gay/bisexual on finding Jesus, or (more likely) that he was already 'out' as gay/bisexual and put away this side of himself on discovering God (hence giving up his motorbike and it blowing up on the way to gay-friendly Brighton).